Hi!
FYI, I found two programs using Lua which are currently not mentioned
on https://sites.google.com/site/marbux/home/where-lua-is-used or
http://lua-users.org/wiki/LuaUses.
The first is clink, which provides "Powerful Bash-style command line
editing for cmd.exe" (see http://mridgers.github.io/clink/). More than
that, clink can be extended through a Lua API, enabling the user to
provide customized tab-press auto-complete. I used one of the provided
hooks to change the prompt to '#' and displaying the current directory
in the window title bar (suddenly feeling much more comfortable).
If you have to work on Windows, give it a try.